Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-19 0.332135 0.364087 0.399168 0.440805 0.489218 0.544165 0.611867
2025-10-26 0.290533 0.331113 0.378404 0.438383 0.513611 0.606526 0.732765
2025-11-02 0.255968 0.299583 0.352564 0.423054 0.516642 0.640185 0.822256
2025-11-09 0.228700 0.272991 0.328493 0.405111 0.511535 0.659933 0.894527
2025-11-16 0.213558 0.259646 0.319120 0.404196 0.527781 0.710060 1.020698
2025-11-23 0.205495 0.254366 0.319284 0.415540 0.562005 0.791433 1.216905
2025-11-30 0.195333 0.245219 0.313025 0.416524 0.580191 0.850141 1.390302
2025-12-07 0.185426 0.235539 0.304987 0.413661 0.591395 0.898488 1.558521
2025-12-14 0.176029 0.225846 0.296031 0.408248 0.597303 0.937972 1.721197
2025-12-21 0.166661 0.215565 0.285399 0.399054 0.595358 0.962071 1.857332
2025-12-28 0.162524 0.212498 0.285161 0.406313 0.622894 1.048722 2.185035
2026-01-04 0.160037 0.211623 0.288073 0.418871 0.661650 1.167288 2.667614
2026-01-11 0.153310 0.204234 0.280653 0.413670 0.666955 1.216151 2.978444
2026-01-18 0.148583 0.199587 0.277218 0.415027 0.685327 1.300176 3.476432
2026-01-25 0.141310 0.190695 0.266458 0.402449 0.673727 1.308283 3.692940
2026-02-01 0.133872 0.181236 0.254295 0.386450 0.653225 1.289799 3.789675
2026-02-08 0.130055 0.177207 0.250755 0.385906 0.665512 1.361230 4.369885
2026-02-15 0.128665 0.176871 0.253221 0.396640 0.703851 1.516426 5.604133
2026-02-22 0.125566 0.173676 0.250692 0.397627 0.720337 1.613458 6.686179
2026-03-01 0.122029 0.169624 0.246481 0.394985 0.727971 1.685657 7.759093
2026-03-08 0.118302 0.165117 0.241259 0.389943 0.729195 1.737650 8.810189
2026-03-15 0.114201 0.159858 0.234497 0.381357 0.720698 1.754217 9.590484
2026-03-22 0.112816 0.158970 0.235305 0.388144 0.751822 1.925452 12.809717